-15.5%
DPZ vs MSTZ
-99.2%
+83.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.8% | -11.4% | +1.6% |
| 7D | -2.5% | +25.6% | -28.0% | -2.1% |
| 30D | +12.5% | +50.6% | -38.0% | +13.5% |
| 3M | -5.2% | -64.5% | +59.3% | -6.4% |
| 6M | +8.8% | -14.0% | +22.8% | +10.3% |
| YTD | -18.7% | -76.4% | +57.7% | -18.8% |
| 1Y | -15.7% | -56.2% | +40.6% | -14.1% |
| All | -15.5% | -99.2% | +83.7% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling